Pages that link to "Item:Q4221794"

The following pages link to CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES (Q4221794):

Displaying 24 items.

• A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
• Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
• Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Narrow-band analysis of nonstationary processes (Q1848891) (← links)
• Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
• Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710) (← links)
• (Q2971501) (← links)
• Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
• Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
• Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
• Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) <i>Australian Journal of Statistics</i> 39 (3), 295–311 (Q5234447) (← links)
• Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)